Jurors in a British man’s double-murder trial on Friday heard a taped police interview in which he repeatedly denied killing his wife and baby but struggled to explain why he fled the U.S. for his native country a day after the slayings.

On the recording, Neil Entwistle also sounded flustered as he tried to explain why he did not call police or seek medical help. “Looking back on it, I don’t know why I did things in the way that I did,” he said.

State police Sgt. Robert Manning said he recorded the nearly two-hour telephone conversation when he called Entwistle at his parents’ home in Worksop, England, on Jan. 23, 2006, the day after police found the bodies.

Entwistle said, “No, no, no” when Manning asked him whether he had anything to do with the deaths of his wife, Rachel, and their 9-month-old daughter, Lillian Rose.

Entwistle sighed heavily and stammered when pressed by Manning about whether he could have done anything “out of character” on the day his wife and daughter were killed.

“God, no. No,” he said.

“Of course, no, I couldn’t do that. Why would I do that?”

Prosecutors say Entwistle, 29, fatally shot his wife and daughter in their Hopkinton home after becoming despondent over mounting debt and dissatisfied with his sex life. Entwistle denies killing his wife and daughter, and claims he returned home from a two-hour shopping trip to find them dead on a bed in the master bedroom.

In the recording, Manning repeatedly asked Entwistle why he left, and at one point the defendant apologized for not calling police. “I just feel that it wasn’t the right thing to do, was it?” he said.

Entwistle told Manning he left his wife and daughter cuddled together in bed at 9 a.m. to go shopping for computer supplies. He said he returned two hours later and found them as he had left them.

The voice on the recording cracked, and Entwistle sniffled as he fought back tears when he described finding the bodies.

“When I walked in, I couldn’t see Lilly. I could only see Rachel, and she just looked asleep,” he said.

“The first thing I noticed was just her color, she was kind of pale, and then as I got closer, I could see the blood. ... I pulled the covers back and that’s when I saw Lilly. Lilly was such a mess.”

Entwistle told Manning that he was so distraught after finding his wife and daughter that he went to the kitchen to find a knife to kill himself, but he couldn’t go through with it because he knew “how much it was going to hurt.” He said he then drove to the home of Rachel’s mother and stepfather in Carver to find a gun to kill himself but was unable to get into the house.

Prosecutors say the gun used in the killings had been taken from the Carver home, some 50 miles from Hopkinton, and returned.

Entwistle said in the police interview that he eventually ended up at Logan International Airport in Boston, where he wandered around the terminals, then left, only to return again. He said he decided to fly home to England to be with his parents.

“I got to the point where I just needed to be with someone,” said Entwistle, who described his condition as “trancelike.”

The tape was played on the 11th day of testimony. Prosecutors are expected to rest their case on Monday.

Prosecutors have depicted Entwistle as a man who was obsessed with sex and searching the Internet for ways to meet women. On Thursday, a computer specialist showed the jury a profile Entwistle posted on a Web site in which he said he wanted to meet “American women of all ages” for sex.

Manning asked Entwistle in the recording whether he and his wife had marital problems or had argued near the time of the killings.

“No, nothing,” he said. “It was just a normal day.”